[R] Fw: Logistic regresion - Interpreting (SENS) and (SPEC)

[Maithili Shiva]

Dear Mr Peter Dalgaard and Mr Dieter Menne,

I sincerely thank you for helping me out with my problem. The thing is taht I already have calculated SENS = Gg / (Gg + Bg) = 89.97%
and SPEC = Bb / (Bb + Gb) = 74.38%.

Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is good.

With regards

Ms Maithili Shiva

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> Subject: [R] Logistic regresion - Interpreting (SENS) and (SPEC)
> To: r-help at r-project.org
> Date: Friday, October 10, 2008, 5:54 AM
> Hi
> 
> Hi I am working on credit scoring model using logistic
> regression. I havd main sample of 42500 clentes and based on
> their status as regards to defaulted / non - defaulted, I
> have genereted the probability of default.
> 
> I have a hold out sample of 5000 clients. I have calculated
> (1) No of correctly classified goods Gg, (2) No of correcly
> classified Bads Bg and also (3) number of wrongly classified
> bads (Gb) and (4) number of wrongly classified goods (Bg).
> 
> My prolem is how to interpret these results? What I have
> arrived at are the absolute figures.
> 
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